The following works in all browsers, but as always there are caveats.
Background:
"URL Shortcuts" are OS dependent. The following solution is for MS Windows due to a lack of standards between environments.
If you require linux support for the solution below, please see this article.
* I have no connection to the article, YMMV.
URL shortcuts come in two forms:
Files with .URL extensions are text based. Can be dynamically generated.
[InternetShortcut]
URL=file:///D:/
Files with .LNK extension are binary. They can be generated dynamically, but require iShelLinkInterface implementer. This is complicated by default OS restrictions, which rightfully prevent an IIS process from reaching Shell.
.URL is the recommended solution, as dynamic generation is viable across Web Languages/Frameworks and allows for a KISS implementation.
Overview/Recap:
Solution:
Provide a downloadable link (.URL or .LNK) to the resource. Browser behavior will be explained at end of post.
Option 1: Produce a .lnk file and save it to the server. Due to the binary nature of the .LNK file, this is not the recommended solution, but a pre-generated file should be viable.
Option 2: Produce a .url file and either save it to the server or dynamically generate
it. In my situation, I am dynamically creating the .URL file.
Solution Details (.URL):
Add .url to the available MIME types in your web server.
For IIS open the site, choose MIME Types, and add the following:
File name Extension= .url
MIME type: application/internet-shortcut
Per @cremax ... For Webkit Browsers like Chrome on Apache Servers add this code to .htaccess or http.config:
SetEnvIf Request_URI ".url$" requested_url=url Header add Content-Disposition "attachment" env=requested_url
The .url file is a text file formatted as follows (again, this can be dynamically generated).
File Contents:
[InternetShortcut]
URL=file:///D:
Provide a link to the script that generates the .url file, or to the file itself.
If you've simply uploaded a .url file to your server, add the following to your HTML:
<a href="URIShortcut.url">Round-About Linking</a>
Browser Dependent Behavior
Chrome: Download/Save file.url then open
In Chrome, this behavior can be augmented by choosing the "Always open files of this type" option.
FireFox: Download/Save file.url then open
Internet Explorer: Click “Open” and go straight to directory (no need to save shortcut)
Internet Explorer has the preferred behavior, but Chrome and Firefox are at least serviceable.